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CSGP vs. TMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CSGP vs. TMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CoStar Group, Inc. (CSGP) and Thermo Fisher Scientific Inc. (TMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSGP achieves a -50.33% return, which is significantly lower than TMO's -18.13% return. Over the past 10 years, CSGP has underperformed TMO with an annualized return of 4.87%, while TMO has yielded a comparatively higher 12.30% annualized return.


CSGP

1D
-0.77%
1M
-5.60%
YTD
-50.33%
6M
-51.61%
1Y
-55.87%
3Y*
-25.84%
5Y*
-16.86%
10Y*
4.87%

TMO

1D
-1.69%
1M
2.45%
YTD
-18.13%
6M
-18.21%
1Y
18.94%
3Y*
-2.75%
5Y*
1.37%
10Y*
12.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSGP vs. TMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSGP
CoStar Group, Inc.
-50.33%-6.08%-18.08%13.08%-2.21%-14.50%54.48%77.36%13.60%57.54%
TMO
Thermo Fisher Scientific Inc.
-18.13%11.78%-1.72%-3.36%-17.29%43.54%43.72%45.55%18.21%35.03%

Correlation

The correlation between CSGP and TMO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Jul 2, 1998

0.35

The correlation between CSGP and TMO shifts across timeframes, from 0.30 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CSGP:

$13.83B

TMO:

$176.78B

EPS

CSGP:

$0.06

TMO:

$18.22

PE Ratio

CSGP:

553.74

TMO:

26.02

PS Ratio

CSGP:

4.11

TMO:

3.95

PB Ratio

CSGP:

1.75

TMO:

3.40

Total Revenue (TTM)

CSGP:

$3.41B

TMO:

$45.20B

Gross Profit (TTM)

CSGP:

$2.64B

TMO:

$17.81B

EBITDA (TTM)

CSGP:

$284.20M

TMO:

$11.16B

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Return for Risk

CSGP vs. TMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSGP
CSGP Risk / Return Rank: 44
Overall Rank
CSGP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CSGP Sortino Ratio Rank: 11
Sortino Ratio Rank
CSGP Omega Ratio Rank: 11
Omega Ratio Rank
CSGP Calmar Ratio Rank: 99
Calmar Ratio Rank
CSGP Martin Ratio Rank: 66
Martin Ratio Rank

TMO
TMO Risk / Return Rank: 5656
Overall Rank
TMO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TMO Sortino Ratio Rank: 5656
Sortino Ratio Rank
TMO Omega Ratio Rank: 5454
Omega Ratio Rank
TMO Calmar Ratio Rank: 5454
Calmar Ratio Rank
TMO Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSGP vs. TMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CoStar Group, Inc. (CSGP) and Thermo Fisher Scientific Inc. (TMO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CSGPTMODifference
Sharpe ratioReturn per unit of total volatility

-2.07

Sortino ratioReturn per unit of downside risk

-3.37

Omega ratioGain probability vs. loss probability

0.69

1.13

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.83

0.61

-1.44

Martin ratioReturn relative to average drawdown

-1.47

1.38

-2.85

CSGP vs. TMO - Sharpe Ratio Comparison

The current CSGP Sharpe Ratio is -1.45, which is lower than the TMO Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of CSGP and TMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CSGPTMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.45

0.62

-2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

0.05

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.47

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.40

-0.08

Drawdowns

CSGP vs. TMO - Drawdown Comparison

The maximum CSGP drawdown since its inception was -71.11%, roughly equal to the maximum TMO drawdown of -71.16%. Use the drawdown chart below to compare losses from any high point for CSGP and TMO.


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Drawdown Indicators


CSGPTMODifference

Max Drawdown

Largest peak-to-trough decline

-71.11%

-71.16%

+0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-67.11%

-31.38%

-35.73%

Max Drawdown (3Y)

Largest decline over 3 years

-67.41%

-37.28%

-30.13%

Max Drawdown (5Y)

Largest decline over 5 years

-68.07%

-40.95%

-27.12%

Max Drawdown (10Y)

Largest decline over 10 years

-68.07%

-40.95%

-27.12%

Current Drawdown

Current decline from peak

-66.51%

-28.10%

-38.41%

Average Drawdown

Average peak-to-trough decline

-22.24%

-18.01%

-4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.96%

13.80%

+24.16%

Volatility

CSGP vs. TMO - Volatility Comparison

CoStar Group, Inc. (CSGP) has a higher volatility of 11.46% compared to Thermo Fisher Scientific Inc. (TMO) at 9.71%. This indicates that CSGP's price experiences larger fluctuations and is considered to be riskier than TMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSGPTMODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.46%

9.71%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

33.87%

21.44%

+12.43%

Volatility (1Y)

Calculated over the trailing 1-year period

38.74%

30.91%

+7.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.65%

27.11%

+7.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.61%

26.31%

+6.30%

Dividends

CSGP vs. TMO - Dividend Comparison

CSGP has not paid dividends to shareholders, while TMO's dividend yield for the trailing twelve months is around 0.37%.


PositionTTM20252024202320222021202020192018201720162015
CSGP
CoStar Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMO
Thermo Fisher Scientific Inc.
0.37%0.30%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%

Financials

CSGP vs. TMO - Financials Comparison

This section allows you to compare key financial metrics between CoStar Group, Inc. and Thermo Fisher Scientific Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
897.00M
11.01B
(CSGP) Total Revenue
(TMO) Total Revenue
Values in USD except per share items

CSGP vs. TMO - Profitability Comparison

The chart below illustrates the profitability comparison between CoStar Group, Inc. and Thermo Fisher Scientific Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20222023202420252026
78.2%
40.7%
Portfolio components
CSGP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CoStar Group, Inc. reported a gross profit of 701.00M and revenue of 897.00M. Therefore, the gross margin over that period was 78.2%.

TMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Thermo Fisher Scientific Inc. reported a gross profit of 4.48B and revenue of 11.01B. Therefore, the gross margin over that period was 40.7%.

CSGP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CoStar Group, Inc. reported an operating income of 3.00M and revenue of 897.00M, resulting in an operating margin of 0.3%.

TMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Thermo Fisher Scientific Inc. reported an operating income of 1.86B and revenue of 11.01B, resulting in an operating margin of 16.9%.

CSGP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CoStar Group, Inc. reported a net income of 3.00M and revenue of 897.00M, resulting in a net margin of 0.3%.

TMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Thermo Fisher Scientific Inc. reported a net income of 1.65B and revenue of 11.01B, resulting in a net margin of 15.0%.


Frequently Asked Questions


CSGP and TMO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSGP has higher volatility (11.46%) compared to TMO (9.71%). In terms of maximum drawdown, CSGP dropped -71.11% vs TMO's -71.16%.

TMO currently has the higher Sharpe Ratio (0.62 vs -1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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